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Hiku said:

When the president asks everyone else to clear the room and says "I hope you can let this go", that can naturally be interpreted as a direction.
If someone says "That's a nice daughter you have. It'd be a shame if something bad happened to her" would you be saying "They weren't making threats. They just said "it would be a shame"?
Though I forgot how Trump worded it for a moment.

Asking for loyalty from the one leading the investigation on his campaign, after clearing the room, and saying "I hope you can let go of the Flynn investigation", I don't think that sounds proper. Even without considering the following;

The Justice Department reports to the president but neither the President nor the White House oversee investigations of the Justice Department.

"Long-standing protocol dictates that the FBI and Justice Department operate free of political influence or meddling from the White House. That's one reason that the FBI director serves a 10-year term and does not turn over the reins as presidential administrations come and go. It also means that presidents are not supposed to supervise, initiate or stop law enforcement investigations."

So it would not be proper to ask for loyalty from Comey.
Furthermore, the Attorney General and Deputy Attorney General, etc, can refuse an order from the president and resign, if they don't consider the order lawful.

It's an implicated path to direction but it shouldn't be taken as an absolute demand or request from Trump since the statement factors in probability of disappointment that Comey's decision won't go his way but even if Trump pressed Comey it still wouldn't be sufficient grounds to prove his intention of obstruction of justice with just Comey's testimony alone ... (there hasn't been a follow up in nearly a year about the subject of Trump's obstruction ever since Comey testified during the congressional hearing, the trail is looking very cold from here on out) 

As far as proper do you mean that from an ethical perspective or a legal perspective ? If it's the latter then I don't think many legal experts would agree with you but if it's the former then that's an area of uncertainty that can be argued ... 

There is a regulation that the President can't interfere with investigations done by the Justice Department but as long as they remain working for the executive branch then Trump is their true boss ... (Trump has power to compel his Attorney General to fire anybody who operates for the Justice Department, actually the President itself can fire any agents from the FBI, though not without possible repercussions)